Anic Equity¶

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Total return since start: 0.547 %¶

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Equity now: -----------------------------> 47249.66 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45851.64 Kr¶

PnL: ---------------------------------------> -1036.93 Kr¶

DD now: ---------------------------------> -2.838 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 09:22:19.973809'

Anic Portfolio¶

Today¶

Return: -0.584 %¶

This Week¶

Return: -0.584 %¶

Total¶

Return: 54.683 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -2.550000 3060.000000 133.000000 4.540000 2927.000000
HEBA B 70 -2.740000 2733.500000 97.500000 3.700000 2636.000010
HMS Networks 2 -1.330000 769.600000 96.600000 14.350000 673.000000
Nordea Bank Abp 29 -0.100000 3511.320000 57.320000 1.660000 3453.999992
MedCap 2 0.000000 467.000000 46.000000 10.930000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -3.480000 394.200000 39.200000 11.040000 355.000000
Resurs Holding 22 -1.190000 602.800000 28.800000 5.020000 573.999998
AcadeMedia 12 0.080000 579.840000 22.840000 4.100000 557.000004
Swedbank A 3 -0.460000 586.650000 22.650000 4.020000 564.000000
SAAB B 8 -0.630000 3398.400000 21.400000 0.630000 3377.000000
OEM International B 7 0.000000 547.400000 19.400000 3.670000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.360000 577.500000 15.500000 2.760000 562.000005
Intrum 4 -1.020000 542.400000 15.400000 2.920000 527.000000
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Securitas B 6 -0.760000 583.560000 13.560000 2.380000 570.000000
Norva24 Group 16 -0.910000 554.880000 11.880000 2.190000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -1.870000 252.240000 6.240000 2.540000 246.000000
Karnov Group 9 -0.830000 540.900000 4.900000 0.910000 536.000004
Corem Property Group B 59 -5.530000 579.680000 2.680000 0.460000 576.999999
Creaspac SPAC 6 -0.830000 576.600000 -0.400000 -0.070000 577.000002
Coor Service Management Hold. 8 -1.700000 531.600000 -0.400000 -0.080000 532.000000
Handelsbanken A 5 -0.510000 537.500000 -8.500000 -1.560000 546.000000
Midsona B 63 -0.220000 566.370000 -16.630000 -2.850000 582.999984
Boozt 12 -2.440000 1629.600000 -24.400000 -1.480000 1653.999996
International Petroleum Corp. 5 -1.570000 565.000000 -29.570000 -4.970000 594.565215
CTEK 13 -1.120000 503.880000 -30.120000 -5.640000 533.999999
Essity B 2 0.340000 536.200000 -37.800000 -6.590000 574.000000
Vivesto 1368 2.470000 567.720000 -45.280000 -7.390000 612.999432
Essity A 4 0.370000 1078.000000 -71.000000 -6.180000 1149.000000
Sampo Oyj SDB 7 -0.280000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 -0.570000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 0.750000 2802.800000 -168.200000 -5.660000 2971.000006
OX2 18 -0.680000 1435.500000 -228.500000 -13.730000 1663.999992
Axfood 13 0.600000 3487.900000 -268.100000 -7.140000 3756.000001
Ovzon 52 0.930000 2808.000000 -554.000000 -16.480000 3361.999992
TOTAL 45851.640000 -1036.930000 -2.83823% 46888.564618

Updated:¶

'2023-01-30 09:22:32.783738'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶